Deribit Options Chains

---

Implementation details

Class names

Model name	Parameters class	Data class
DeribitOptionsChains	DeribitOptionsChainsQueryParams	DeribitOptionsChainsData

Import Statement

from openbb_core.provider.standard_models. import (
DeribitOptionsChainsData,
DeribitOptionsChainsQueryParams,
)

Parameters

• standard
• deribit

symbol: str
Symbol to get data for.

symbol: str
Symbol to get data for.

Data

• standard
• deribit

underlying_symbol: list[str] | None
Underlying symbol for the option.

underlying_price: list[float] | None
Price of the underlying stock.

contract_symbol: list[str]
Contract symbol for the option.

eod_date: list[date] | None
Date for which the options chains are returned.

expiration: list[date]
Expiration date of the contract.

dte: list[int] | None
Days to expiration of the contract.

strike: list[float]
Strike price of the contract.

option_type: list[str]
Call or Put.

contract_size: list[Union[int, float]] | None
Number of underlying units per contract.

open_interest: list[Union[int, float]] | None
Open interest on the contract.

volume: list[Union[int, float]] | None
The trading volume.

theoretical_price: list[float] | None
Theoretical value of the option.

last_trade_price: list[float] | None
Last trade price of the option.

last_trade_size: list[Union[int, float]] | None
Last trade size of the option.

last_trade_time: list[datetime] | None
The timestamp of the last trade.

tick: list[str] | None
Whether the last tick was up or down in price.

bid: list[float] | None
Current bid price for the option.

bid_size: list[Union[int, float]] | None
Bid size for the option.

bid_time: list[datetime] | None
The timestamp of the bid price.

bid_exchange: list[str] | None
The exchange of the bid price.

ask: list[float] | None
Current ask price for the option.

ask_size: list[Union[int, float]] | None
Ask size for the option.

ask_time: list[datetime] | None
The timestamp of the ask price.

ask_exchange: list[str] | None
The exchange of the ask price.

mark: list[float] | None
The mid-price between the latest bid and ask.

open: list[float] | None
The open price.

open_bid: list[float] | None
The opening bid price for the option that day.

open_ask: list[float] | None
The opening ask price for the option that day.

high: list[float] | None
The high price.

bid_high: list[float] | None
The highest bid price for the option that day.

ask_high: list[float] | None
The highest ask price for the option that day.

low: list[float] | None
The low price.

bid_low: list[float] | None
The lowest bid price for the option that day.

ask_low: list[float] | None
The lowest ask price for the option that day.

close: list[float] | None
The close price.

close_size: list[Union[int, float]] | None
The closing trade size for the option that day.

close_time: list[datetime] | None
The time of the closing price for the option that day.

close_bid: list[float] | None
The closing bid price for the option that day.

close_bid_size: list[Union[int, float]] | None
The closing bid size for the option that day.

close_bid_time: list[datetime] | None
The time of the bid closing price for the option that day.

close_ask: list[float] | None
The closing ask price for the option that day.

close_ask_size: list[Union[int, float]] | None
The closing ask size for the option that day.

close_ask_time: list[datetime] | None
The time of the ask closing price for the option that day.

prev_close: list[float] | None
The previous close price.

change: list[float] | None
The change in the price of the option.

change_percent: list[float] | None
Change, in normalized percentage points, of the option.

implied_volatility: list[float] | None
Implied volatility of the option.

delta: list[float] | None
Delta of the option.

gamma: list[float] | None
Gamma of the option.

theta: list[float] | None
Theta of the option.

vega: list[float] | None
Vega of the option.

rho: list[float] | None
Rho of the option.

underlying_symbol: list[str]
The future or index the contract is priced against.

underlying_price: list[float]
The price of the underlying the contract is priced against.

contract_symbol: list[str]
The symbol of the contract.

eod_date: list[date] | None
The end-of-day date. Deribit publishes none.

expiration: list[date]
The expiration date of the contract.

dte: list[int]
The number of days until expiration.

strike: list[float]
The strike price of the contract.

option_type: list[str]
Whether the contract is a call or a put.

contract_size: list[Union[int, float]]
The size of one contract, in units of the underlying.

open_interest: list[Union[int, float]]
The contracts left outstanding.

volume: list[Union[int, float]]
The volume of the session.

theoretical_price: list[float] | None
The theoretical price of the contract. Deribit publishes none.

last_trade_price: list[float]
The price the contract last traded at.

last_trade_size: list[Union[int, float]] | None
The size of the last trade. Deribit publishes none.

last_trade_time: list[datetime] | None
When the last trade printed. Deribit publishes none.

tick: list[str] | None
The direction of the last price move. Deribit publishes none.

bid: list[float]
The highest price bid.

bid_size: list[Union[int, float]]
The size resting at the best bid.

bid_time: list[datetime] | None
When the bid was published. Deribit publishes none.

bid_exchange: list[str] | None
The exchange the bid came from. Deribit publishes none.

ask: list[float]
The lowest price offered.

ask_size: list[Union[int, float]]
The size resting at the best offer.

ask_time: list[datetime] | None
When the offer was published. Deribit publishes none.

ask_exchange: list[str] | None
The exchange the offer came from. Deribit publishes none.

mark: list[float]
The mark price of the contract.

open: list[float] | None
The opening price of the session. Deribit publishes none.

open_bid: list[float] | None
The opening bid of the session. Deribit publishes none.

open_ask: list[float] | None
The opening offer of the session. Deribit publishes none.

high: list[float]
The highest price of the session.

bid_high: list[float] | None
The highest bid of the session. Deribit publishes none.

ask_high: list[float] | None
The highest offer of the session. Deribit publishes none.

low: list[float]
The lowest price of the session.

bid_low: list[float] | None
The lowest bid of the session. Deribit publishes none.

ask_low: list[float] | None
The lowest offer of the session. Deribit publishes none.

close: list[float] | None
The closing price of the session. Deribit publishes none.

close_size: list[Union[int, float]] | None
The size of the closing trade. Deribit publishes none.

close_time: list[datetime] | None
When the closing trade printed. Deribit publishes none.

close_bid: list[float] | None
The closing bid of the session. Deribit publishes none.

close_bid_size: list[Union[int, float]] | None
The size at the closing bid. Deribit publishes none.

close_bid_time: list[datetime] | None
When the closing bid was published. Deribit publishes none.

close_ask: list[float] | None
The closing offer of the session. Deribit publishes none.

close_ask_size: list[Union[int, float]] | None
The size at the closing offer. Deribit publishes none.

close_ask_time: list[datetime] | None
When the closing offer was published. Deribit publishes none.

prev_close: list[float] | None
The closing price of the previous session. Deribit publishes none.

change: list[float] | None
The price change over the session. Deribit publishes none.

change_percent: list[float]
The price change over the session.

implied_volatility: list[float]
The volatility implied by the mark price.

delta: list[float]
The sensitivity to the underlying's price.

gamma: list[float]
The sensitivity of delta to the underlying's price.

theta: list[float]
The sensitivity to the passage of time.

vega: list[float]
The sensitivity to implied volatility.

rho: list[float]
The sensitivity to the interest rate.

volume_notional: list[float]
The notional volume of the contract, in USD or USDC.

bid_iv: list[float]
The volatility implied by the bid price.

ask_iv: list[float]
The volatility implied by the ask price.

interest_rate: list[float]
The rate the exchange prices the greeks at.

settlement_price: list[float]
The price the contract last settled at.

min_price: list[float]
The lowest price an order will be accepted at.

max_price: list[float]
The highest price an order will be accepted at.

underlying_spot_price: list[float]
The spot price of the underlying the option is based on.

is_inverse: list[bool] | None
Whether the contract settles in the underlying rather than in the quote currency, which changes how its payoff is valued.

timestamp: list[datetime]
When the quote was published, as America/New_York time.